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Activity on QuantConnect

We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (1)

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Focused Blue Beaver

3.843Net Profit

18.217PSR

-0.2Sharpe Ratio

-0.052Alpha

0.238Beta

3.537CAR

13.4Drawdown

-0.05Loss Rate

0Parameters

0Security Types

271Tradeable Dates

6870Trades

-0.091Treynor Ratio

0.04Win Rate


Community

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decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon

thanks, I should have checked that.

1 months ago

decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon

Where is the code for version 1 and 2?

1 months ago

decebal left a comment in the discussion EMA Crossover x RSI

the performance appears to be worse than SPY for 2023.

2 months ago

Focused Blue Beaver

3.843Net Profit

18.217PSR

-0.2Sharpe Ratio

-0.052Alpha

0.238Beta

3.537CAR

13.4Drawdown

-0.05Loss Rate

0Parameters

0Security Types

271Tradeable Dates

6870Trades

-0.091Treynor Ratio

0.04Win Rate

decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon

thanks, I should have checked that.

1 months ago

decebal left a comment in the discussion Upcoming Holiday Momentum for Amazon

Where is the code for version 1 and 2?

1 months ago

decebal left a comment in the discussion EMA Crossover x RSI

the performance appears to be worse than SPY for 2023.

2 months ago